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Predicting recessions with boosted regression trees

Döpke, Jörg; Fritsche, Ulrich; Pierdzioch, Christian - In: International journal of forecasting 33 (2017) 4, pp. 745-759

Persistent link: https://www.econbiz.de/10011746903

Predicting recessions in Germany with boosted regression trees

Döpke, Jörg; Fritsche, Ulrich; Pierdzioch, Christian - 2015 - First version: October 2015

We use a machine-learning approach known as Boosted Regression Trees (BRT) to reexamine the usefulness of selected leading indicators for predicting recessions. We estimate the BRT approach on German data and study the relative importance of the indicators and their marginal effects on the...

Persistent link: https://www.econbiz.de/10011381289

Do private sector forecasters chase after IMF or OECD forecasts?

Frenkel, Michael; Ruelke, Jan-Christoph; Zimmermann, Lilli - In: Journal of macroeconomics 37 (2013), pp. 217-229

Persistent link: https://www.econbiz.de/10010237913

Do current account forecasters herd? : evidence from the euro area and the G7 countries

Frenkel, Michael; Ruelke, Jan-Christoph; Zimmermann, Lilli - In: Review of international economics 20 (2012) 2, pp. 221-236

Persistent link: https://www.econbiz.de/10009545773

Do private sector forecasters desire to deviate from the German Council of Economic Experts?

Ruelke, Jan-Christoph - In: Jahrbücher für Nationalökonomie und Statistik 232 (2012) 4, pp. 414-428

Persistent link: https://www.econbiz.de/10009559193

Herding behavior of business cycle forecasters

Rülke, Jan-Christoph; Silgoner, Maria; Wörz, Julia - In: International journal of forecasting 32 (2016) 1, pp. 23-33

Persistent link: https://www.econbiz.de/10011596435

A note on the directional accuracy of interest-rate forecasts

Pierdzioch, Christian - In: Applied economics letters 22 (2015) 13/15, pp. 1073-1077

Persistent link: https://www.econbiz.de/10011312202

On the significance of spectral methods : a comment

Goldrian, Georg - In: Jahrbücher für Nationalökonomie und Statistik 223 (2003) 3, pp. 360-364

Persistent link: https://www.econbiz.de/10001757510

Leading indicators of German business cycles : an assessment of properties : eine Beurteilung ihrer Eigenschaften

Fritsche, Ulrich; Stephan, Sabine - In: Jahrbücher für Nationalökonomie und Statistik 222 (2002) 3, pp. 289-315

Persistent link: https://www.econbiz.de/10001668830

Growth and inflation forecasts in Germany : an assessment of accuracy and dispersion

Döpke, Jörg (contributor); Fritsche, Ulrich (contributor) - 2004 - [Elektronische Ressource]

Persistent link: https://www.econbiz.de/10001971175